Euro Bund Future December 2008
| Trading Metrics calculated at close of trading on 17-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2008 |
17-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
109.75 |
110.05 |
0.30 |
0.3% |
112.98 |
| High |
109.83 |
110.09 |
0.26 |
0.2% |
112.98 |
| Low |
109.75 |
109.82 |
0.07 |
0.1% |
109.65 |
| Close |
109.75 |
109.86 |
0.11 |
0.1% |
109.60 |
| Range |
0.08 |
0.27 |
0.19 |
237.5% |
3.33 |
| ATR |
0.46 |
0.45 |
-0.01 |
-1.9% |
0.00 |
| Volume |
53 |
5 |
-48 |
-90.6% |
701 |
|
| Daily Pivots for day following 17-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.73 |
110.57 |
110.01 |
|
| R3 |
110.46 |
110.30 |
109.93 |
|
| R2 |
110.19 |
110.19 |
109.91 |
|
| R1 |
110.03 |
110.03 |
109.88 |
109.98 |
| PP |
109.92 |
109.92 |
109.92 |
109.90 |
| S1 |
109.76 |
109.76 |
109.84 |
109.71 |
| S2 |
109.65 |
109.65 |
109.81 |
|
| S3 |
109.38 |
109.49 |
109.79 |
|
| S4 |
109.11 |
109.22 |
109.71 |
|
|
| Weekly Pivots for week ending 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.73 |
118.50 |
111.43 |
|
| R3 |
117.40 |
115.17 |
110.52 |
|
| R2 |
114.07 |
114.07 |
110.21 |
|
| R1 |
111.84 |
111.84 |
109.91 |
111.29 |
| PP |
110.74 |
110.74 |
110.74 |
110.47 |
| S1 |
108.51 |
108.51 |
109.29 |
107.96 |
| S2 |
107.41 |
107.41 |
108.99 |
|
| S3 |
104.08 |
105.18 |
108.68 |
|
| S4 |
100.75 |
101.85 |
107.77 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.24 |
|
2.618 |
110.80 |
|
1.618 |
110.53 |
|
1.000 |
110.36 |
|
0.618 |
110.26 |
|
HIGH |
110.09 |
|
0.618 |
109.99 |
|
0.500 |
109.96 |
|
0.382 |
109.92 |
|
LOW |
109.82 |
|
0.618 |
109.65 |
|
1.000 |
109.55 |
|
1.618 |
109.38 |
|
2.618 |
109.11 |
|
4.250 |
108.67 |
|
|
| Fisher Pivots for day following 17-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
109.96 |
109.87 |
| PP |
109.92 |
109.87 |
| S1 |
109.89 |
109.86 |
|